School on Stochastics and Financial Mathematics
(September 6–11, 2015, Olympic Village, Sochy)

School on Stochastics and Financial Mathematics, Sochy, September 6–11, 2015
	September 7, 2015 (Mon)
1.	The arbitrage theory: finishing touches. Lecture 1 Yu. M. Kabanov September 7, 2015 14:30–15:30, Sochy, Olympic Village
2.	The arbitrage theory: finishing touches. Lecture 2 Yu. M. Kabanov September 7, 2015 15:30–16:30, Sochy, Olympic Village
3.	Computational tensor methods in multidimensional stochastic problems. Lecture 1 I. V. Oseledets September 7, 2015 17:00–18:00, Sochy, Olympic Village
4.	Computational tensor methods in multidimensional stochastic problems. Lecture 2 I. V. Oseledets September 7, 2015 18:00–19:00, Sochy, Olympic Village
	September 8, 2015 (Tue)
5.	Utility-based methods in Mathematical Finance. Lecture 1 D. O. Kramkov September 8, 2015 09:00–10:00, Sochy, Olympic Village
6.	Utility-based methods in Mathematical Finance. Lecture 2 D. O. Kramkov September 8, 2015 10:00–11:00, Sochy, Olympic Village
7.	A functional limit theorem and numerical approximation for irregular SDEs. Lecture 1 M. A. Urusov September 8, 2015 11:30–12:30, Sochy, Olympic Village
8.	A functional limit theorem and numerical approximation for irregular SDEs. Lecture 2 M. A. Urusov September 8, 2015 12:30–13:30, Sochy, Olympic Village
9.	The arbitrage theory: finishing touches. Lecture 3 Yu. M. Kabanov September 8, 2015 14:30–15:30, Sochy, Olympic Village
10.	The arbitrage theory: finishing touches. Lecture 4 Yu. M. Kabanov September 8, 2015 15:30–16:30, Sochy, Olympic Village
11.	Computational tensor methods in multidimensional stochastic problems. Lecture 3 I. V. Oseledets September 8, 2015 17:00–18:00, Sochy, Olympic Village
12.	Computational tensor methods in multidimensional stochastic problems. Lecture 4 I. V. Oseledets September 8, 2015 18:00–19:00, Sochy, Olympic Village
	September 9, 2015 (Wed)
13.	Utility-based methods in Mathematical Finance. Lecture 3 D. O. Kramkov September 9, 2015 09:00–10:00, Sochy, Olympic Village
14.	Utility-based methods in Mathematical Finance. Lecture 4 D. O. Kramkov September 9, 2015 10:00–11:00, Sochy, Olympic Village
15.	Central limit theorem under model uncertainty D. B. Rokhlin September 9, 2015 14:30–15:30, Sochy, Olympic Village
16.	On some aspects of the utility maximization problem A. A. Gushchin September 9, 2015 15:30–16:30, Sochy, Olympic Village
17.	On efficient optimality criteria in linear stochastic control problems E. S. Palamarchuk September 9, 2015 17:00–17:40, Sochy, Olympic Village
	September 10, 2015 (Thu)
18.	Utility-based methods in Mathematical Finance. Lecture 5 D. O. Kramkov September 10, 2015 09:00–10:00, Sochy, Olympic Village
19.	Utility-based methods in Mathematical Finance. Lecture 6 D. O. Kramkov September 10, 2015 10:00–11:00, Sochy, Olympic Village
20.	A functional limit theorem and numerical approximation for irregular SDEs. Lecture 3 M. A. Urusov September 10, 2015 11:30–12:30, Sochy, Olympic Village
21.	A functional limit theorem and numerical approximation for irregular SDEs. Lecture 4 M. A. Urusov September 10, 2015 12:30–13:30, Sochy, Olympic Village
22.	On multi-step MLE-processes in the problems of estimation of the solution of BSDE Yu. A. Kutoyants September 10, 2015 14:30–15:30, Sochy, Olympic Village
23.	Optimal stopping problems in Mathematical Finance N. Rodosthenous September 10, 2015 15:30–16:30, Sochy, Olympic Village
24.	Properties of distributions used in stochastic financial models J. Stoyanov September 10, 2015 17:00–18:00, Sochy, Olympic Village
25.	Random matrices in finance P. A. Yaskov September 10, 2015 18:00–19:00, Sochy, Olympic Village